It has been a while but I think your relay is shot, I think it is located the driverside under the dash, left of the steering column. but I am guessing a little.
2005 320 CDI
2006.5 VW Jetta TDI
1991 560SEL (179000 Sold)
1972 280SEL 4.5 ('The Lead Sled' 320000 miles when sold.)
1972 220D (225000 when sold)